The conventional weight training machine provides proper number of weights to train the user's muscles by repeatedly lifting and lowering the weights. U.S. Pat. No. 6,551,223, U.S. Pat. No. 6,974,405 and U.S. Pat. No. 7,011,609 disclose a weight training machine which is has a rail on a base, and a movable member and multiple weights are movably installed to the rail. The movable member is connected to a rod and a force applying unit. The rod extends through the weights and has multiple holes. The weight is positioned by extending a pin through one of the holes. The user applies a force to the force applying device to move the movable member and the weights to achieve the purpose of training. However, the prior arts do not have linked pins to automatically choose the number of the weights so that the user has to insert the pins one by one when positioning the weights, and this requires time. Besides, the conventional weight training machines do not have satisfied adjustable weight device for the user to adjust the weight as desired.